Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49344.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45282.79 Kr¶

PnL: ---------------------------------------> 226.79 Kr¶

DD now: ---------------------------------> -7.108 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 11:18:53.978721'

Anic Portfolio¶

Today¶

Return: -0.753 %¶

This Week¶

Return: 0.083 %¶

Total portfolio value¶

Return including deposits: 61.541 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.360000 1661.760000 192.760000 13.120000 1468.999998
Orrön Energy 180 -0.040000 2201.400000 158.400000 7.750000 2043.000000
Atrium Ljungberg B 5 -0.550000 989.500000 54.500000 5.830000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hexatronic Group 12 0.380000 1005.600000 38.600000 3.990000 966.999996
Sagax B 4 -0.530000 892.400000 38.400000 4.500000 854.000000
Sedana Medical 93 -3.840000 2559.360000 38.360000 1.520000 2521.000011
Catena 2 -1.290000 828.000000 36.000000 4.550000 792.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
JM 6 -0.530000 897.600000 33.600000 3.890000 864.000000
OX2 13 1.910000 973.050000 23.050000 2.430000 949.999999
Bilia A 8 0.700000 922.400000 22.400000 2.490000 900.000000
HEXPOL B 9 0.960000 1037.700000 16.700000 1.640000 1020.999996
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
BioGaia B 8 -0.670000 944.000000 14.000000 1.510000 930.000000
Gränges 9 -0.380000 938.700000 10.700000 1.150000 927.999999
Byggmax Group 33 -1.290000 960.960000 4.960000 0.520000 956.000001
AcadeMedia 8 -0.890000 402.800000 0.800000 0.200000 402.000000
Clas Ohlson B 12 -1.340000 970.800000 -2.200000 -0.230000 972.999996
ASSA ABLOY B 3 -0.580000 775.200000 -3.800000 -0.490000 779.000001
EQT 4 -1.430000 824.400000 -7.600000 -0.910000 832.000000
VEF 909 -3.900000 1834.360000 -15.640000 -0.850000 1850.000436
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
SKF B 5 0.190000 920.000000 -20.000000 -2.130000 940.000000
Alimak Group 11 -1.200000 907.500000 -20.500000 -2.210000 927.999996
Addnode Group B 11 -0.610000 896.500000 -24.500000 -2.660000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Indutrade 5 -0.170000 1188.000000 -30.000000 -2.460000 1218.000000
Vitec Software Group B 2 -1.610000 1042.000000 -45.000000 -4.140000 1087.000000
Latour B 4 -0.490000 812.000000 -45.000000 -5.250000 857.000000
INVISIO 16 0.440000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.630000 1044.000000 -65.000000 -5.860000 1109.000001
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
Hexagon B 26 -2.200000 3357.900000 -103.100000 -2.980000 3461.000010
TOTAL 45282.790000 226.790000 -7.10842% 45056.000411

Updated:¶

'2023-07-05 11:19:10.682354'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶